Programmes

Advanced Econometrics

This course will present an advanced treatment of econometric principles for cross-sectional, panel and time-series data sets.

While concentrating on linear models, some non-linear cases will also be discussed, notably limited dependent variable models and generalised methods of moments.

The course focuses on modern econometric techniques, addressing both technical derivations and practical applications. Applications in the areas of microeconomics, macroeconomics and finance will be considered.

Students should have taken EC212 Introduction to Econometrics or an equivalent undergraduate course in econometrics. With EC312 being considerably more advanced technically than EC212, a good working knowledge of multivariate calculus and linear algebra will be required as well.

The LSE Department of Economics is one of the biggest and best in the world, with expertise across the full spectrum of mainstream economics. A long-standing commitment to remaining at the cutting edge of developments in the field has ensured the lasting impact of its work on the discipline as a whole.

It is a leading research department, consistently ranked in the top 20 economics departments worldwide. This is reflected in the 2014 Research Assessment exercise which recognised the Department's outstanding contribution to the field

On this three week intensive programme, you will engage with and learn from full-time lecturers from the LSE’s economics faculty.